ANC Women's League spokesperson Troy Martens said the march would be held next Monday.
"It must be made clear to the international community that South Africa is not a slaughterhouse and justice must be allowed to take its course," she said on Tuesday.
The women's league wants Dewani to stand trial for the crimes of which he was accused.
Dewani allegedly orchestrated the murder of his 28-year-old bride Anni, who was shot dead in November 2010 during an apparent car hijacking in Cape Town. He has denied the claim.
"We will be handing over a letter to the ambassador in which we will be raising our concerns as South African women and we hope this plea will reach the courts in England when Dewani's extradition hearing begins again in July," said Martens.
On Monday, a British magistrate set Dewani's extradition hearing for July 2013 after hearing that he had become a "husk" of a man who suffered from flashbacks of the night his wife was killed, the French news agency Agence France Presse reported.
Dewani is being treated at a psychiatric hospital for depression and post-traumatic stress disorder.
His extradition was halted in March on mental health grounds.
A judge ruled on Monday that he needed several more months to recover, AFP reported.
Chief Magistrate Howard Riddle ruled that there would be a review hearing on April 11, and that a five-day, full extradition hearing would start on July 1 if Dewani had recovered to the point where he was deemed fit to stand trial. – Sapa